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Associate Professor of Econometrics (13/ECON-05) in the Department of Economics at the University of Verona since 2024. Previously, he was senior assistant professor (RTDB) in the same departiment, and junior assistant professor (RTDA) in the Department of Economics and Finance of University of Rome Tor Vergata. He holds a PhD in Financial Mathematics from Scuola Normale Superiore, a MSc in Finance from Bocconi University and a MSc in Theoretical Physics from the University of Catania. His research interests are in Financial Econometrics, Market Microstructure, Nonlinear Filtering and Financial Economics. He has published his research in several econometric and finance journals such as Journal of Financial Econometrics, Journal of Econometrics, Journal of Business & Economic Statistics, International Journal of Forecasting, Quantitative Finance.
Insegnamenti attivi nel periodo selezionato: 11.
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